Related papers: A space of generalized Brownian motion path-valued…
(Replacement because mailer changed `hat' for supercript into something weird. The macro `\sp' has been used in place of the `hat' character in this revised version.) Fermionic Brownian paths are defined as paths in a space para\-metr\-ised…
Closed-form expressions, parametrized by the Hurst exponent $H$ and the length $n$ of a time series, are derived for paths of fractional Brownian motion (fBm) and fractional Gaussian noise (fGn) in the $\mathcal{A}-\mathcal{T}$ plane,…
In this work we develop and apply a path integral formulation for the microscopic degrees of freedom obeying stochastic differential equations to an active Brownian particle (ABP) trapped in a harmonic potential. The formalism allows to…
The fractional Brownian motion of index $0 < H < 1$, H-FBM, with d-dimensional time is considered on an expanding set TG, where G is a bounded convex domain that contains 0 at its boundary. The main result: if 0 is a point of smoothness of…
Starting from the basic path integral in phase space we reconsider the functional approach to the RG flow of the one particle irreducible effective average action. On employing a balanced coarse-graining procedure for the canonical…
We prove a generalisation of Fernique's theorem which applies to a class of (measurable) functionals on abstract Wiener spaces by using the isoperimetric inequality. Our motivation comes from rough path theory where one deals with iterated…
In this paper, we will evaluate integrals that define the conditional expectation, variance and characteristic function of stochastic processes with respect to fractional Brownian motion (fBm) for all relevant Hurst indices, i.e. $H \in…
The massless harmonic oscillator is a rare example of a system whose Feynman path integral can be explicitly computed and receives its main contributions from regions of the functional space that are far from the classical and semiclassical…
Path integrals are a central tool when it comes to describing quantum or thermal fluctuations of particles or fields. Their success dates back to Feynman who showed how to use them within the framework of quantum mechanics. Since then, path…
Consistent dynamics which couples classical and quantum degrees of freedom exists. This dynamics is linear in the hybrid state, completely positive and trace preserving. Starting from completely positive classical-quantum master equations,…
In this paper the Feynman path integral technique is applied for superintegrable potentials on two-dimensional spaces of non-constant curvature: these spaces are Darboux spaces D_I and D_II, respectively. On D_I there are three and on D_II…
The derivation of path integrals is reconsidered. It is shown that the expression for the discretized action is not unique, and the path integration domain can be deformed so that at least Gaussian path integrals become probabillistic. This…
Integration By Parts (IBP) is an important method for computing Feynman integrals. This work describes a formulation of the theory involving a set of differential equations in parameter space, and especially the definition and study of an…
We define the notion of distribution on an infinite dimensional space motivated by the notion of Feynman path integral and by construction of probability measures for generalized random fields. This notion of distribution turns out to be…
The path integral for space-time noncommutative theory is formulated by means of Schwinger's action principle which is based on the equations of motion and a suitable ansatz of asymptotic conditions. The resulting path integral has…
In our paper, we considered how to apply the traditional Feynman path integral to string field. By constructing the complete set in Fock space of non-relativistic and relativistic open bosonic string fields, we extended Feynman path…
Adapting ideas of Daubechies and Klauder we derive a continuum path-integral formula for the time evolution generated by a spin Hamiltonian. For this purpose we identify the finite-dimensional spin Hilbert space with the ground-state…
By the work of P. L\'evy, the sample paths of the Brownian motion are known to satisfy a certain H\"older regularity condition almost surely. This was later improved by Ciesielski, who studied the regularity of these paths in Besov and…
Fractional Brownian motion belongs to a class of long memory Gaussian processes that can be represented as linear functionals of an infinite dimensional Markov process. This representation leads naturally to: - An efficient algorithm to…
In this paper, we shall study the basic absolute properties of $G$-Brownian motion, i.e., those properties which hold for q.s. $\omega$. These include the characterization of the zero set and the local maxima of the $G$-Brownian motion…